Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 2,66% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 223 065 CHF | 76 355 CHF | 98,08% | 98,08% |
19/11/2024 | 2,75% | 0,35 CHF | 0,36 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 215 650 CHF | 73 884 CHF | 97,64% | 97,64% |
18/11/2024 | 2,89% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 205 549 CHF | 70 516 CHF | 98,93% | 98,93% |
15/11/2024 | 2,87% | 0,32 CHF | 0,33 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 206 379 CHF | 70 793 CHF | 97,66% | 97,66% |
14/11/2024 | 2,48% | 0,38 CHF | 0,39 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 239 494 CHF | 81 831 CHF | 96,47% | 96,47% |
13/11/2024 | 2,26% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 262 900 CHF | 89 633 CHF | 97,45% | 97,45% |
12/11/2024 | 2,04% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 291 589 CHF | 99 196 CHF | 97,81% | 97,81% |
11/11/2024 | 1,95% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 305 283 CHF | 103 761 CHF | 98,08% | 98,08% |
08/11/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 326 039 CHF | 110 680 CHF | 98,01% | 98,01% |
07/11/2024 | 1,99% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 298 204 CHF | 101 401 CHF | 97,14% | 97,14% |